+134.5%
IBM vs SYY
+114.2%
+20.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.7% |
| 7D | -0.3% | +1.5% | -1.8% | -0.8% |
| 30D | -1.8% | -2.3% | +0.5% | -1.2% |
| 3M | -13.5% | +5.5% | -19.0% | -14.8% |
| 6M | -5.1% | -1.0% | -4.1% | -5.5% |
| YTD | -19.4% | +14.1% | -33.5% | -23.7% |
| 1Y | -6.5% | +5.6% | -12.1% | -9.4% |
| 3Y | +73.8% | +27.9% | +45.9% | +56.7% |
| 5Y | +116.3% | +22.7% | +93.6% | +95.2% |
| All | +134.5% | +114.2% | +20.4% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SYY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling